Anic Equity¶

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Total return since start: 0.715 %¶

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Equity now: -----------------------------> 52386.68 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48252.28 Kr¶

PnL: ---------------------------------------> -679.72 Kr¶

DD now: ---------------------------------> -1.381 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 17:07:39.037749'

Anic Portfolio¶

Today¶

Return: 0.599 %¶

This Week¶

Return: 0.135 %¶

Total portfolio value¶

Return including deposits: 71.501 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 7.160000 704.130000 65.130000 10.190000 638.999984
Xvivo Perfusion 3 0.510000 886.500000 41.500000 4.910000 845.000001
Sedana Medical 135 5.550000 4363.200000 32.200000 0.740000 4330.999935
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Vitrolife 3 1.730000 704.400000 27.400000 4.050000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.190000 682.630000 20.630000 3.120000 661.999988
Fortnox 10 1.600000 687.200000 19.200000 2.870000 668.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
SynAct Pharma 9 -0.270000 656.100000 11.100000 1.720000 645.000003
Addnode Group B 6 -0.160000 759.000000 7.000000 0.930000 751.999998
NCC B 7 0.050000 656.950000 2.950000 0.450000 653.999997
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Latour B 2 -0.880000 448.000000 -1.000000 -0.220000 449.000000
Gaming Innovation Group 161 0.970000 4186.000000 -2.000000 -0.050000 4187.999942
Sdiptech B 3 -0.870000 817.200000 -4.800000 -0.580000 822.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Volati 5 -1.220000 566.000000 -8.000000 -1.390000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
BONESUPPORT HOLDING 10 0.040000 1210.500000 -13.500000 -1.100000 1224.000000
Profoto Holding 7 -1.930000 568.400000 -13.600000 -2.340000 581.999999
Investor B 3 -0.740000 643.950000 -14.050000 -2.140000 657.999999
Nolato B 12 -2.690000 630.000000 -18.000000 -2.780000 648.000000
Balco Group 39 2.710000 1848.600000 -26.400000 -1.410000 1874.999997
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Investor A 16 -0.920000 3433.600000 -111.400000 -3.140000 3545.000000
New Wave B 40 0.060000 3762.400000 -153.600000 -3.920000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.450000 2664.000000 -303.000000 -10.210000 2966.999993
TOTAL 48252.280000 -679.720000 -1.38115% 48931.999868

Updated:¶

'2023-06-14 17:07:56.718323'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶